There are no hidden fees or spread, but the spot/forward mkt
at times are not in line with the futures. When this does
happen, there are brought back in line very quickly, by those
who arb back and forth between the two markets.

The differences are usually very small....

Quote from wwx:

Hi all

When interest rate differentials are used to calculate Globex currency futures prices, what bid and offer interest rates are used? Are any (hidden) spreads (or premiums) ever added to, eg, the offer rate?